Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 151,965
Positions
31,058 11,378 9,273 32,527 22,334 8,497 11,097 50,511 17,673 10,571 2,235 381 30,889 29,684
Changes from: May 26, 2020 Total Change is: 2,206
499 3,728 2,222 1,867 -5,448 493 -3,929 3,603 269 374 276 -28 438 -2,909
Percent of Open Interest Represented by Each Category of Trader
20.4 7.5 6.1 21.4 14.7 5.6 7.3 33.2 11.6 7.0 1.5 0.3 20.3 19.5
Number of Traders in Each Category Total Traders: 99
8 5 9 12 16 11 14 30 11 9 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 42,515
Positions
3,531 15,783 975 6,695 6,013 327 16,287 3,842 664 696 493 0 13,339 14,418
Changes from: May 26, 2020 Total Change is: 1,393
-693 616 103 393 562 -1 144 -631 121 0 6 0 1,327 617
Percent of Open Interest Represented by Each Category of Trader
8.3 37.1 2.3 15.7 14.1 0.8 38.3 9.0 1.6 1.6 1.2 0.0 31.4 33.9
Number of Traders in Each Category Total Traders: 36
4 4 5 5 7 . 8 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 224,668
Positions
76,820 8,174 6,803 43,310 80,761 8,989 30,003 48,488 33,967 3,267 7,570 2 21,507 29,913
Changes from: May 26, 2020 Total Change is: 5,404
8,175 -1,569 -166 1,567 2,464 2,695 -8,220 1,601 4,019 -3,464 -10 -16 813 -3,616
Percent of Open Interest Represented by Each Category of Trader
34.2 3.6 3.0 19.3 35.9 4.0 13.4 21.6 15.1 1.5 3.4 0.0 9.6 13.3
Number of Traders in Each Category Total Traders: 121
11 5 11 12 33 13 18 31 16 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 186,908
Positions
12,205 68,778 7,473 58,131 15,734 10,241 40,387 34,907 21,915 12,673 579 159 23,723 27,121
Changes from: May 26, 2020 Total Change is: 8,010
1,064 -9,452 1,025 -622 -201 1,648 3,045 9,452 2,261 99 70 156 -667 3,050
Percent of Open Interest Represented by Each Category of Trader
6.5 36.8 4.0 31.1 8.4 5.5 21.6 18.7 11.7 6.8 0.3 0.1 12.7 14.5
Number of Traders in Each Category Total Traders: 120
7 10 9 26 14 14 25 27 19 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 648,551
Positions
40,137 304,086 25,217 336,408 98,931 26,433 45,340 84,075 47,519 34,221 5,059 6,436 86,839 50,794
Changes from: May 26, 2020 Total Change is: 39,201
504 16,051 12,515 5,181 -8,427 1,268 -1,556 2,228 8,802 842 -366 5,132 6,513 1,998
Percent of Open Interest Represented by Each Category of Trader
6.2 46.9 3.9 51.9 15.3 4.1 7.0 13.0 7.3 5.3 0.8 1.0 13.4 7.8
Number of Traders in Each Category Total Traders: 280
13 12 15 89 37 44 39 45 28 29 16 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 23,212
Positions
470 9,221 35 8,458 3,267 1,633 0 4,522 25 0 0 0 12,591 4,509
Changes from: May 26, 2020 Total Change is: 341
0 174 35 466 -30 -8 0 50 25 0 0 0 -177 95
Percent of Open Interest Represented by Each Category of Trader
2.0 39.7 0.2 36.4 14.1 7.0 0.0 19.5 0.1 0.0 0.0 0.0 54.2 19.4
Number of Traders in Each Category Total Traders: 21
. . . 11 4 7 0 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 164,015
Positions
57,641 19,443 5,044 21,344 35,416 10,846 24,553 40,047 20,175 4,172 648 632 19,607 31,763
Changes from: May 26, 2020 Total Change is: 2,275
-5,148 -1,008 881 3,782 -6,599 2,478 -1,510 3,508 3,244 -2,057 -96 249 356 -383
Percent of Open Interest Represented by Each Category of Trader
35.1 11.9 3.1 13.0 21.6 6.6 15.0 24.4 12.3 2.5 0.4 0.4 12.0 19.4
Number of Traders in Each Category Total Traders: 84
6 8 8 9 15 10 12 26 15 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 26,208
Positions
0 19,868 0 18,200 756 41 6,209 2,390 109 415 1,595 0 1,234 1,449
Changes from: May 26, 2020 Total Change is: 806
0 842 0 2,090 16 0 -1,253 361 -20 154 -197 0 -165 -196
Percent of Open Interest Represented by Each Category of Trader
0.0 75.8 0.0 69.4 2.9 0.2 23.7 9.1 0.4 1.6 6.1 0.0 4.7 5.5
Number of Traders in Each Category Total Traders: 36
0 5 0 6 . . 10 4 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 124,310
Positions
22,343 39,392 1,150 53,045 8,122 1,229 31,202 47,659 4,649 5,601 17,379 0 5,092 4,730
Changes from: May 26, 2020 Total Change is: -6,045
-4,216 -1,594 14 -4,099 -3,798 -8 1,610 9,493 894 -360 -610 0 119 -10,437
Percent of Open Interest Represented by Each Category of Trader
18.0 31.7 0.9 42.7 6.5 1.0 25.1 38.3 3.7 4.5 14.0 0.0 4.1 3.8
Number of Traders in Each Category Total Traders: 135
6 8 . 13 15 6 30 39 18 10 12 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 26,433
Positions
9,441 287 85 945 17,785 0 11,781 4,688 264 2,353 718 0 1,564 2,606
Changes from: May 26, 2020 Total Change is: -1,055
168 -595 -9 200 1,089 0 -983 -788 -210 345 137 0 -566 -679
Percent of Open Interest Represented by Each Category of Trader
35.7 1.1 0.3 3.6 67.3 0.0 44.6 17.7 1.0 8.9 2.7 0.0 5.9 9.9
Number of Traders in Each Category Total Traders: 45
. . . 4 7 0 10 12 . 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 46,817
Positions
20,114 7,576 376 2,956 10,149 1,118 16,043 20,827 695 2,558 959 6 2,951 5,111
Changes from: May 26, 2020 Total Change is: 850
-1,298 1,592 -52 725 -582 -96 966 367 372 0 -211 0 233 -539
Percent of Open Interest Represented by Each Category of Trader
43.0 16.2 0.8 6.3 21.7 2.4 34.3 44.5 1.5 5.5 2.0 0.0 6.3 10.9
Number of Traders in Each Category Total Traders: 79
9 4 . 5 17 6 19 20 7 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 12,878
Positions
4,274 657 0 2,167 2,285 0 5,834 8,428 127 0 222 0 476 1,159
Changes from: May 26, 2020 Total Change is: -3,116
-1,507 657 0 2,167 -2,985 0 -3,932 -440 117 -101 0 0 140 -465
Percent of Open Interest Represented by Each Category of Trader
33.2 5.1 0.0 16.8 17.7 0.0 45.3 65.4 1.0 0.0 1.7 0.0 3.7 9.0
Number of Traders in Each Category Total Traders: 25
. . 0 . 5 0 8 6 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 39,464
Positions
17,535 3,801 1,241 5,633 6,139 1,245 7,128 11,986 615 0 5,909 0 6,068 8,529
Changes from: May 26, 2020 Total Change is: 320
-33 -128 -69 717 246 -74 -141 1,507 -224 0 101 0 143 -1,039
Percent of Open Interest Represented by Each Category of Trader
44.4 9.6 3.1 14.3 15.6 3.2 18.1 30.4 1.6 0.0 15.0 0.0 15.4 21.6
Number of Traders in Each Category Total Traders: 95
21 8 6 17 8 8 16 17 9 0 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 78,928
Positions
35,069 7,602 2,481 11,265 12,277 2,490 14,257 23,973 1,230 0 11,818 0 12,136 17,057
Changes from: May 26, 2020 Total Change is: 640
-65 -257 -138 1,434 492 -148 -281 3,014 -447 0 202 0 285 -2,078
Percent of Open Interest Represented by Each Category of Trader
44.4 9.6 3.1 14.3 15.6 3.2 18.1 30.4 1.6 0.0 15.0 0.0 15.4 21.6
Number of Traders in Each Category Total Traders: 95
21 8 6 17 8 8 16 17 9 0 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 58,395
Positions
30,430 29,380 0 20,200 22,366 3,358 1,180 1,993 0 1,080 454 0 2,147 844
Changes from: May 26, 2020 Total Change is: -3,024
-798 -2,474 0 -1,831 -1,000 -316 -50 501 0 155 0 0 -184 265
Percent of Open Interest Represented by Each Category of Trader
52.1 50.3 0.0 34.6 38.3 5.8 2.0 3.4 0.0 1.8 0.8 0.0 3.7 1.4
Number of Traders in Each Category Total Traders: 27
5 6 0 9 . . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 959,904
Positions
120,807 69,913 88,769 262,650 161,704 70,094 48,002 121,721 196,393 18,572 77,780 4,921 149,696 168,608
Changes from: May 26, 2020 Total Change is: 932
3,690 -3,413 -2,209 -10,939 -5,742 3,592 6,553 5,017 2,958 -202 3,858 428 -2,939 -3,558
Percent of Open Interest Represented by Each Category of Trader
12.6 7.3 9.2 27.4 16.8 7.3 5.0 12.7 20.5 1.9 8.1 0.5 15.6 17.6
Number of Traders in Each Category Total Traders: 637
43 25 45 145 121 143 68 125 108 40 70 42
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 134,086
Positions
73,865 2,600 22 0 0 0 27,143 24,607 19,702 216 0 160 12,978 86,995
Changes from: May 26, 2020 Total Change is: 443
1,371 -2,367 -62 0 0 0 -1,218 4,204 568 21 0 -41 -196 -1,859
Percent of Open Interest Represented by Each Category of Trader
55.1 1.9 0.0 0.0 0.0 0.0 20.2 18.4 14.7 0.2 0.0 0.1 9.7 64.9
Number of Traders in Each Category Total Traders: 34
11 . . 0 0 0 12 9 16 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 12,695
Positions
5,580 5,533 2 3,809 0 0 1,740 3,458 0 0 0 0 1,564 3,702
Changes from: May 26, 2020 Total Change is: 1,816
2,004 -543 -12 -901 0 0 797 66 0 0 0 0 -72 2,305
Percent of Open Interest Represented by Each Category of Trader
44.0 43.6 0.0 30.0 0.0 0.0 13.7 27.2 0.0 0.0 0.0 0.0 12.3 29.2
Number of Traders in Each Category Total Traders: 29
4 8 . 10 0 0 . 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 4,129,090
Positions
478,436 580,294 200,007 1,313,252 808,520 350,472 268,162 649,439 719,586 92,860 389,978 22,728 683,587 408,066
Changes from: May 26, 2020 Total Change is: 2,445
2,159 -14,665 -1,293 -54,696 -28,708 17,961 48,692 13,905 2,107 -1,010 19,396 2,239 -13,713 -8,496
Percent of Open Interest Represented by Each Category of Trader
11.6 14.1 4.8 31.8 19.6 8.5 6.5 15.7 17.4 2.2 9.4 0.6 16.6 9.9
Number of Traders in Each Category Total Traders: 634
40 28 43 145 121 143 67 123 104 40 70 42
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 65,041
Positions
12,781 4,605 209 41,517 48,275 1,412 1,135 4,457 336 0 220 0 7,651 5,527
Changes from: May 26, 2020 Total Change is: -2,241
-1,375 1,415 -1 -24 -1,775 -775 -26 -494 12 0 -965 -1 -51 343
Percent of Open Interest Represented by Each Category of Trader
19.7 7.1 0.3 63.8 74.2 2.2 1.7 6.9 0.5 0.0 0.3 0.0 11.8 8.5
Number of Traders in Each Category Total Traders: 78
11 5 . 28 23 14 . 7 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 48,800
Positions
8,449 8,714 1,291 14,997 6,661 1,333 8,082 13,687 6,608 1,701 3,227 97 6,242 7,182
Changes from: May 26, 2020 Total Change is: 314
504 225 78 192 364 105 -131 -1,029 282 -5 -43 91 -802 241
Percent of Open Interest Represented by Each Category of Trader
17.3 17.9 2.6 30.7 13.6 2.7 16.6 28.0 13.5 3.5 6.6 0.2 12.8 14.7
Number of Traders in Each Category Total Traders: 288
23 21 17 68 46 41 41 59 35 12 17 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 243,998
Positions
42,244 43,569 6,456 74,984 33,304 6,664 40,409 68,435 33,040 8,504 16,135 487 31,210 35,909
Changes from: May 26, 2020 Total Change is: 1,568
2,520 1,126 388 960 1,821 523 -654 -5,144 1,409 -24 -216 457 -4,011 1,204
Percent of Open Interest Represented by Each Category of Trader
17.3 17.9 2.6 30.7 13.6 2.7 16.6 28.0 13.5 3.5 6.6 0.2 12.8 14.7
Number of Traders in Each Category Total Traders: 288
23 21 17 68 46 41 41 59 35 12 17 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 580,199
Positions
130,658 50,957 13,833 264,044 240,710 41,682 86,730 144,932 12,392 13,008 52,692 16 17,835 22,985
Changes from: May 26, 2020 Total Change is: 6,724
-664 10,785 2,730 16,008 -16,402 1,089 -9,896 10,346 -2,314 46 1,496 2 -278 -1,008
Percent of Open Interest Represented by Each Category of Trader
22.5 8.8 2.4 45.5 41.5 7.2 14.9 25.0 2.1 2.2 9.1 0.0 3.1 4.0
Number of Traders in Each Category Total Traders: 332
31 15 9 86 66 55 40 60 24 14 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 17,377
Positions
1,425 4,614 0 9,347 314 7 3,105 6,315 1 0 1,286 0 3,492 4,840
Changes from: May 26, 2020 Total Change is: 2,461
0 -68 0 1,648 -203 -4 664 2,435 1 0 359 0 152 -59
Percent of Open Interest Represented by Each Category of Trader
8.2 26.6 0.0 53.8 1.8 0.0 17.9 36.3 0.0 0.0 7.4 0.0 20.1 27.9
Number of Traders in Each Category Total Traders: 25
. 5 0 7 . . 4 5 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 46,071
Positions
10,070 14,779 1,097 13,554 4,340 600 12,746 5,079 486 1,397 4,861 0 6,121 14,829
Changes from: May 26, 2020 Total Change is: 3,952
-218 897 363 -595 122 4 3,976 2,031 226 400 3,745 0 -204 -3,436
Percent of Open Interest Represented by Each Category of Trader
21.9 32.1 2.4 29.4 9.4 1.3 27.7 11.0 1.1 3.0 10.6 0.0 13.3 32.2
Number of Traders in Each Category Total Traders: 76
7 13 . 13 7 8 17 13 7 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 466,731
Positions
34,423 283,332 2,226 368,760 121,443 30,633 19,364 18,036 1,172 879 2,183 0 9,274 7,706
Changes from: May 26, 2020 Total Change is: -18,759
-3,638 7,562 1,657 -9,581 -9,855 -7,721 -1,768 -11,489 54 0 -287 0 2,238 1,320
Percent of Open Interest Represented by Each Category of Trader
7.4 60.7 0.5 79.0 26.0 6.6 4.1 3.9 0.3 0.2 0.5 0.0 2.0 1.7
Number of Traders in Each Category Total Traders: 172
11 14 6 65 46 38 14 14 4 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,156,937
Positions
67,678 537,266 3,901 803,778 284,725 133,899 88,319 71,260 7,844 17,723 95,922 6,545 27,250 15,575
Changes from: May 26, 2020 Total Change is: -14,594
1,173 12,081 -1,157 -6,204 -21,803 -2,921 4,931 1,773 -541 -8,261 9,042 102 -1,716 -11,170
Percent of Open Interest Represented by Each Category of Trader
5.8 46.4 0.3 69.5 24.6 11.6 7.6 6.2 0.7 1.5 8.3 0.6 2.4 1.3
Number of Traders in Each Category Total Traders: 423
22 23 9 153 94 86 48 43 24 24 16 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 145,991
Positions
49,089 105,757 37,964 5,928 0 486 48,918 200 1,231 2,002 65 148 225 140
Changes from: May 26, 2020 Total Change is: -2,175
-3,232 4,188 -6,290 -135 0 118 7,488 0 -302 176 0 10 -8 101
Percent of Open Interest Represented by Each Category of Trader
33.6 72.4 26.0 4.1 0.0 0.3 33.5 0.1 0.8 1.4 0.0 0.1 0.2 0.1
Number of Traders in Each Category Total Traders: 71
9 19 17 8 0 . 23 . . 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 1,109,225
Positions
5,485 137,182 10,071 553,925 225,179 200,909 41,128 294,328 73,779 58,015 21,809 5,735 160,180 140,233
Changes from: May 26, 2020 Total Change is: -144,077
-357 904 -2,122 9,524 -9,390 1,558 -7,943 -13,780 -125,929 -7,351 -1,654 -918 -10,539 7,254
Percent of Open Interest Represented by Each Category of Trader
0.5 12.4 0.9 49.9 20.3 18.1 3.7 26.5 6.7 5.2 2.0 0.5 14.4 12.6
Number of Traders in Each Category Total Traders: 166
4 14 13 59 28 48 16 32 36 7 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 1,057,327
Positions
23,636 165,262 63 578,218 141,690 146,516 90,099 461,420 18,489 47,180 9,738 0 153,126 114,149
Changes from: May 26, 2020 Total Change is: -99,245
272 -4,363 -1,077 -2,406 2,005 -15,278 -15,238 -35,384 -50,315 -9,952 350 0 -5,250 4,819
Percent of Open Interest Represented by Each Category of Trader
2.2 15.6 0.0 54.7 13.4 13.9 8.5 43.6 1.7 4.5 0.9 0.0 14.5 10.8
Number of Traders in Each Category Total Traders: 124
. 14 . 59 16 46 4 21 9 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 2,245,393
Positions
43,748 258,519 13,941 959,332 538,191 251,141 469,967 859,954 132,224 202,127 93,672 902 172,011 96,848
Changes from: May 26, 2020 Total Change is: -151,682
-4,467 7,717 -39,477 -2,714 26,579 -25,201 -5,102 2,088 -34,642 -185 -16,539 -3,925 -35,968 -68,282
Percent of Open Interest Represented by Each Category of Trader
1.9 11.5 0.6 42.7 24.0 11.2 20.9 38.3 5.9 9.0 4.2 0.0 7.7 4.3
Number of Traders in Each Category Total Traders: 301
10 26 10 110 35 74 52 41 41 16 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,704,481
Positions
142,413 201,720 105,595 1,484,328 768,546 619,996 406,627 1,139,112 337,056 153,790 111,880 46,537 408,137 374,039
Changes from: May 26, 2020 Total Change is: -230,156
14,000 43,501 -41,022 38,976 -68,863 -10,141 -51,927 52,613 -104,444 21,364 -16,315 -21,560 -75,401 -63,924
Percent of Open Interest Represented by Each Category of Trader
3.8 5.4 2.9 40.1 20.7 16.7 11.0 30.7 9.1 4.2 3.0 1.3 11.0 10.1
Number of Traders in Each Category Total Traders: 362
19 29 36 110 64 103 48 61 71 20 11 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 905,147
Positions
77,404 27,550 3,781 281,616 294,809 119,531 264,436 239,026 27,547 35,183 11,624 0 95,649 181,279
Changes from: May 26, 2020 Total Change is: -101,424
-20,527 -7,064 -8,981 -35 -31,641 4,682 -19,420 -9,973 -8,672 -6,380 -7,966 -15,562 -26,529 -16,247
Percent of Open Interest Represented by Each Category of Trader
8.6 3.0 0.4 31.1 32.6 13.2 29.2 26.4 3.0 3.9 1.3 0.0 10.6 20.0
Number of Traders in Each Category Total Traders: 117
7 5 . 27 41 38 21 13 14 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 3,678,674
Positions
61,424 304,215 39,502 1,754,262 730,904 487,951 462,146 1,361,671 272,658 269,889 167,617 13,622 317,220 300,535
Changes from: May 26, 2020 Total Change is: -397,282
11,462 -44,655 -26,012 21,960 130,350 -71,350 90,115 91,927 -368,063 16,985 -25,450 -31,439 -40,940 -52,590
Percent of Open Interest Represented by Each Category of Trader
1.7 8.3 1.1 47.7 19.9 13.3 12.6 37.0 7.4 7.3 4.6 0.4 8.6 8.2
Number of Traders in Each Category Total Traders: 303
8 30 16 85 51 85 41 55 54 20 13 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,585,071
Positions
188,245 436,342 315,377 7,277 22,691 44,881 612,152 340,776 385,829 4,151 10,634 1,740 25,419 26,801
Changes from: May 26, 2020 Total Change is: -236,861
-7,319 -114,510 -55,394 -4,858 7,782 -11,083 -72,520 12,447 -81,075 -836 2,690 -83 -3,693 2,365
Percent of Open Interest Represented by Each Category of Trader
11.9 27.5 19.9 0.5 1.4 2.8 38.6 21.5 24.3 0.3 0.7 0.1 1.6 1.7
Number of Traders in Each Category Total Traders: 114
27 22 43 . 6 6 17 34 35 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is26,908,274
Positions
1,966,921 1,709,534 4,788,736 661,103 125,042 1,809,612 642,435 1,547,354 15,801,385 244,439 70,595 289,624 704,019 766,391
Changes from: May 26, 2020 Total Change is: 416,648
-9,041 67,388 23,137 23,233 -43,832 31,762 -34,648 15,802 295,649 4,268 -640 85,662 -3,374 -58,280
Percent of Open Interest Represented by Each Category of Trader
7.3 6.4 17.8 2.5 0.5 6.7 2.4 5.8 58.7 0.9 0.3 1.1 2.6 2.8
Number of Traders in Each Category Total Traders: 275
32 50 78 21 13 25 61 53 99 22 16 27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code #134741 Open Interest is 173,054
Positions
6,398 66,986 24,084 0 8,182 8,211 110,621 42,384 21,443 503 15 1,662 131 87
Changes from: May 26, 2020 Total Change is: 3,443
239 -17 477 0 0 0 1,713 7,637 795 50 -353 254 -85 -5,349
Percent of Open Interest Represented by Each Category of Trader
3.7 38.7 13.9 0.0 4.7 4.7 63.9 24.5 12.4 0.3 0.0 1.0 0.1 0.1
Number of Traders in Each Category Total Traders: 62
4 18 8 0 . . 19 14 21 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code #134742 Open Interest is 215,648
Positions
44,368 82,056 17,341 0 10,924 3,181 131,198 83,193 16,845 1,710 108 908 97 1,092
Changes from: May 26, 2020 Total Change is: -71,283
3,823 -28,217 -8,771 0 -11,574 1,038 -48,859 -10,359 -11,791 -7,288 83 526 39 -2,218
Percent of Open Interest Represented by Each Category of Trader
20.6 38.1 8.0 0.0 5.1 1.5 60.8 38.6 7.8 0.8 0.0 0.4 0.0 0.5
Number of Traders in Each Category Total Traders: 84
6 26 16 0 5 . 18 23 24 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 85,569
Positions
34 12,246 0 1,061 2,115 0 1,350 17,117 53,224 29,880 500 0 20 367
Changes from: May 26, 2020 Total Change is: 4,071
9 2,650 0 0 -37 0 -157 368 1,090 3,131 0 0 -2 0
Percent of Open Interest Represented by Each Category of Trader
0.0 14.3 0.0 1.2 2.5 0.0 1.6 20.0 62.2 34.9 0.6 0.0 0.0 0.4
Number of Traders in Each Category Total Traders: 23
. . 0 . 5 0 . 5 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code #344601 Open Interest is 42,397
Positions
9,297 80 16,492 0 0 0 660 14,074 9,567 6,135 1,931 246 0 7
Changes from: May 26, 2020 Total Change is: -893
0 0 0 0 0 0 0 -7 -893 0 0 0 0 7
Percent of Open Interest Represented by Each Category of Trader
21.9 0.2 38.9 0.0 0.0 0.0 1.6 33.2 22.6 14.5 4.6 0.6 0.0 0.0
Number of Traders in Each Category Total Traders: 21
. . . 0 0 0 . 7 . 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 9,999
Positions
36 394 80 423 214 0 3,669 5,764 1,281 1,806 1,698 73 2,631 495
Changes from: May 26, 2020 Total Change is: 829
0 87 80 60 121 -1 -199 981 470 56 -803 54 308 -161
Percent of Open Interest Represented by Each Category of Trader
0.4 3.9 0.8 4.2 2.1 0.0 36.7 57.6 12.8 18.1 17.0 0.7 26.3 5.0
Number of Traders in Each Category Total Traders: 68
. . . 4 . 0 20 17 10 20 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 26,044
Positions
1,105 12,288 0 10,416 2,019 425 8,711 6,532 1,260 1,250 1,241 22 2,854 2,257
Changes from: May 26, 2020 Total Change is: -2,285
60 0 0 -1,173 748 4 -1,120 -3,698 -48 482 163 -8 -483 554
Percent of Open Interest Represented by Each Category of Trader
4.2 47.2 0.0 40.0 7.8 1.6 33.4 25.1 4.8 4.8 4.8 0.1 11.0 8.7
Number of Traders in Each Category Total Traders: 68
. . 0 7 . . 19 17 8 10 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 237,479
Positions
58,883 23,669 16,413 64,031 33,956 19,889 18,164 81,546 25,953 7,931 3,005 7,028 19,187 26,020
Changes from: May 26, 2020 Total Change is: 28,985
3,367 1,996 998 13,668 7,082 4,308 4,763 12,470 -149 702 440 475 853 1,365
Percent of Open Interest Represented by Each Category of Trader
24.8 10.0 6.9 27.0 14.3 8.4 7.6 34.3 10.9 3.3 1.3 3.0 8.1 11.0
Number of Traders in Each Category Total Traders: 149
11 15 19 17 21 18 24 39 37 8 8 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 2, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 22,643
Positions
5,227 3,630 75 16,006 3,424 614 0 14,873 0 460 0 0 261 27
Changes from: May 26, 2020 Total Change is: 2,246
298 -5 -135 2,553 50 -509 0 2,846 0 0 0 0 39 -1
Percent of Open Interest Represented by Each Category of Trader
23.1 16.0 0.3 70.7 15.1 2.7 0.0 65.7 0.0 2.0 0.0 0.0 1.2 0.1
Number of Traders in Each Category Total Traders: 36
4 . . 6 6 . 0 10 0 7 0 0
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Updated June 05, 2020